+35.0%
BABA vs WTW
+66.9%
-31.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -0.2% | -2.7% | +2.6% | 0.0% |
| 30D | -12.3% | -5.6% | -6.6% | -12.0% |
| 3M | -5.3% | +26.5% | -31.8% | -6.5% |
| 6M | -13.1% | +8.1% | -21.2% | -12.9% |
| YTD | -22.4% | -0.3% | -22.1% | -21.5% |
| 1Y | -19.5% | -0.9% | -18.6% | -18.5% |
| All | +35.0% | +66.9% | -31.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling